I assume that $a>0$ and $b>0.$
I want to know if there is a bound of the type
$|a-b|^p \leq K |a^p - b^p|$
where $p>1$ and $K$ is a constant depending on $p.$ I would like to know the explicit form of the constant $K$ if there exists one. I know that
$(a+b)^p \leq 2^p (a^p + b^p)$
but this doesn't help.
Idea: Since $b\ne 0$ you can make $x=a/b$, so we get $$|x-1|^p\leq K|x^p-1|$$
Let $x\ne 1$ and make $$f(x)= {|x-1|^p\over |x^p-1|} = {(x-1)^p\over x^p-1}$$
Now calculate maximum of $f$. Since $$f'(x)= {p(x^{p-1}-1)(x-1)^{p-1}\over (x^p-1)^2}$$
We can finish here fast if $p$ is integer.
If $p$ is odd then for $x\in (0,1)$ $f$ is decreasing and for $x>1$ $f$ is increasing. Since $f(0) = 1$ and $\lim_{x\to \infty}=1$ we have $f_{max} \leq 1$.
If $p$ is even then $f'>0$ so $f$ is increasing. Since $\lim_{x\to \infty}=1$ we have $f_{max} \leq 1$.
So $K=1$ for $p\in \mathbb{N}$.